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Archive of posts filed under the Stan category.

Stan saves Australians $20 billion

Jim Savage writes: Not sure if you knew, but Stan was used in the Australian Productivity Commission’s review of the Australian retirement savings system. Their review will likely affect the regulation on $2 trillion of retirement savings, possibly saving Australians around $20-50 billion in fees over the next decade. OK, we can now officially say […]

Padres need Stan

Cody Zupnick writes: I’m working in baseball research for the San Diego Padres, and we’re looking for new people, potentially with Stan experience. Would you mind seeing if any of your readers have any interest? Cool!

Hey, Stan power users! PlayStation is Hiring.

Imad writes: The Customer Lifecycle Management team at PlayStation is looking to hire a Senior Data Modeler (i.e. Data Scientist). DM me if you like building behavioral models and working with terabytes of data. You’ll have the opportunity use whatever tools you want (e.g. Stan) to build your models. I’m not into videogames myself, but […]

Software for multilevel conjoint analysis in marketing

Someone writes: The CBC-HB and HB-Reg programs produced by Sawtooth Software are quite popular among marketing researchers and, essentially, introduced hierarchical Bayes to the marketing research community. They have been around for nearly 20 years. More recent versions I don’t have offer jackknifing, and there have been other enhancements. I’m not sure how well-known Sawtooth […]

Non-randomly missing data is hard, or why weights won’t solve your survey problems and you need to think generatively

Throw this onto the big pile of stats problems that are a lot more subtle than they seem at first glance. This all started when Lauren pointed me at the post Another way to see why mixed models in survey data are hard on Thomas Lumley’s blog. Part of the problem is all the jargon […]

Many Ways to Lasso

Jared writes: I gave a talk at the Washington DC Conference about six different tools for fitting lasso models. You’ll be happy to see that rstanarm outperformed the rest of the methods. That’s about 60 more slides than I would’ve used. But it’s good to see all that code.

We’re hiring an econ postdoc!

It’s for hierarchical modeling for policy analysis in Stan. We’re really excited about this project. Will share more details soon, but wanted to get this out right away.

A heart full of hatred: 8 schools edition

No; I was all horns and thorns Sprung out fully formed, knock-kneed and upright — Joanna Newsom Far be it for me to be accused of liking things. Let me, instead, present a corner of my hateful heart. (That is to say that I’m supposed to be doing a really complicated thing right now and […]

Stan contract jobs!

Sean writes: We are starting to get money and time to manage paid contracting jobs to try to get a handle on some of our technical debt. Any or all of the skills could be valuable: C++ software engineering C++ build tools, compilers, and toolchains Creating installers or packages of any kind (especially cross-platform) Windows […]

Golf example now a Stan case study!

It’s here! (and here’s the page with all the Stan case studies). In this case study, I’m following up on two earlier posts, here and here, which in turn follow up this 2002 paper with Deb Nolan. My Stan case study is an adaptation of a model fit by Columbia business school professor and golf […]

Convergence diagnostics for Markov chain simulation

Pierre Jacob writes regarding convergence diagnostics for Markov chain simulation: I’ve implemented an example of TV upper bounds for (vanilla) HMC on a model written in Stan, see here and here for a self-contained R script. Basically, this creates a stan fit object to obtain a target’s pdf and gradient, and then implements a pure […]

Seeking postdoc (or contractor) for next generation Stan language research and development

The Stan group at Columbia is looking to hire a postdoc* to work on the next generation compiler for the Stan open-source probabilistic programming language. Ideally, a candidate will bring language development experience and also have research interests in a related field such as programming languages, applied statistics, numerical analysis, or statistical computation. The language […]

Yes, you can include prior information on quantities of interest, not just on parameters in your model

Nick Kavanagh writes: I studied economics in college and never heard more than a passing reference to Bayesian stats. I started to encounter Bayesian concepts in the workplace and decided to teach myself on the side. I was hoping to get your advice on a problem that I recently encountered. It has to do with […]

Stancon is happening now.

Hi, everyone!

Why does my academic lab keep growing?

Andrew, Breck, and I are struggling with the Stan group funding at Columbia just like most small groups in academia. The short story is that to apply for enough grants to give us a decent chance of making payroll in the following year, we have to apply for so many that our expected amount of […]

The Economist does Mister P

Elliott Morris points us to this magazine article, “If everyone had voted, Hillary Clinton would probably be president,” which reports: Close observers of America know that the rules of its democracy often favour Republicans. But the party’s biggest advantage may be one that is rarely discussed: turnout is just 60%, low for a rich country. […]

Software release strategies

Scheduled release strategy Stan’s moved to a scheduled release strategy where we’ll simply release whatever we have every three months. The Stan 2.20 release just went out last week. So you can expect Stan 2.21 in three months. Our core releases include the math library, the language compiler, and CmdStan. That requires us to keep […]

Healthier kids: Using Stan to get more information out of pediatric respiratory data

Robert Mahar, John Carlin, Sarath Ranganathan, Anne-Louise Ponsonby, Peter Vuillermin, and Damjan Vukcevic write: Paediatric respiratory researchers have widely adopted the multiple-breath washout (MBW) test because it allows assessment of lung function in unsedated infants and is well suited to longitudinal studies of lung development and disease. However, a substantial proportion of MBW tests in […]

They’re looking to hire someone with good working knowledge of Bayesian inference algorithms development for multilevel statistical models and mathematical modeling of physiological systems.

Frederic Bois writes: We have an immediate opening for a highly motivated research / senior scientist with good working knowledge of Bayesian inference algorithms development for multilevel statistical models and mathematical modelling of physiological systems. The successful candidate will assist with the development of deterministic or stochastic methods and algorithms applicable to systems pharmacology/biology models […]

Read this: it’s about importance sampling!

Importance sampling plays an odd role in statistical computing. It’s an old-fashioned idea and can behave just horribly if applied straight-up—but it keeps arising in different statistics problems. Aki came up with Pareto-smoothed importance sampling (PSIS) for leave-one-out cross-validation. We recently revised the PSIS article and Dan Simpson wrote a useful blog post about it […]